ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
124-160 |
124-115 |
-0-045 |
-0.1% |
127-075 |
High |
124-250 |
124-290 |
0-040 |
0.1% |
128-100 |
Low |
123-200 |
123-090 |
-0-110 |
-0.3% |
124-080 |
Close |
124-055 |
124-115 |
0-060 |
0.2% |
124-095 |
Range |
1-050 |
1-200 |
0-150 |
40.5% |
4-020 |
ATR |
1-158 |
1-161 |
0-003 |
0.6% |
0-000 |
Volume |
206,154 |
400,874 |
194,720 |
94.5% |
363,381 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-018 |
128-107 |
125-081 |
|
R3 |
127-138 |
126-227 |
124-258 |
|
R2 |
125-258 |
125-258 |
124-210 |
|
R1 |
125-027 |
125-027 |
124-163 |
125-055 |
PP |
124-058 |
124-058 |
124-058 |
124-072 |
S1 |
123-147 |
123-147 |
124-067 |
123-175 |
S2 |
122-178 |
122-178 |
124-020 |
|
S3 |
120-298 |
121-267 |
123-292 |
|
S4 |
119-098 |
120-067 |
123-149 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-258 |
135-037 |
126-170 |
|
R3 |
133-238 |
131-017 |
125-132 |
|
R2 |
129-218 |
129-218 |
125-013 |
|
R1 |
126-317 |
126-317 |
124-214 |
126-098 |
PP |
125-198 |
125-198 |
125-198 |
125-089 |
S1 |
122-297 |
122-297 |
123-296 |
122-078 |
S2 |
121-178 |
121-178 |
123-177 |
|
S3 |
117-158 |
118-277 |
123-058 |
|
S4 |
113-138 |
114-257 |
122-020 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-260 |
2.618 |
129-051 |
1.618 |
127-171 |
1.000 |
126-170 |
0.618 |
125-291 |
HIGH |
124-290 |
0.618 |
124-091 |
0.500 |
124-030 |
0.382 |
123-289 |
LOW |
123-090 |
0.618 |
122-089 |
1.000 |
121-210 |
1.618 |
120-209 |
2.618 |
119-009 |
4.250 |
116-120 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
124-087 |
125-008 |
PP |
124-058 |
124-257 |
S1 |
124-030 |
124-186 |
|